Second harmonic generation (SHG) has been used to study a series of water/n-alcohol and air/n-alcohol interfaces. The second-order non-linear susceptibilities have been determined by polarization dependence measurements of the second harmonic response. The evolution of the susceptibilities as a function of the size of the aliphatic chain of the n-alcohol has been studied in the frame of a simple model, taking into account both the local dipole electric and the non-local electric quadrupole contributions. It appears that the harmonic response of the air/n-alcohol interfaces is mostly due to non-local contributions, a rather general feature for air/liquid interfaces. Second-order non-linear susceptibilities for water/n-alcohol interfaces have a similar magnitude to the susceptibilities of air/n-alcohol interfaces. However, the harmonic response of the water/n-alcohol interfaces arises from a strong surface contribution evolving with the n-alcohol aliphatic chain length. Analysis of the Kleinman symmetry rule shows an odd–even alternation, an observation already mentioned for the water/n-alkane interfaces. This suggests that the interfacial properties of both the water/n-alkanes and water/n-alcohols is determined by the aliphatic chain despite the presence of the hydroxy group on the n-alcohols.